CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 0.9832 0.9862 0.0030 0.3% 0.9841
High 0.9890 0.9900 0.0010 0.1% 0.9890
Low 0.9800 0.9857 0.0057 0.6% 0.9754
Close 0.9876 0.9889 0.0013 0.1% 0.9876
Range 0.0090 0.0043 -0.0047 -52.2% 0.0136
ATR 0.0068 0.0066 -0.0002 -2.6% 0.0000
Volume 31 90 59 190.3% 763
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0011 0.9993 0.9913
R3 0.9968 0.9950 0.9901
R2 0.9925 0.9925 0.9897
R1 0.9907 0.9907 0.9893 0.9916
PP 0.9882 0.9882 0.9882 0.9887
S1 0.9864 0.9864 0.9885 0.9873
S2 0.9839 0.9839 0.9881
S3 0.9796 0.9821 0.9877
S4 0.9753 0.9778 0.9865
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0248 1.0198 0.9951
R3 1.0112 1.0062 0.9913
R2 0.9976 0.9976 0.9901
R1 0.9926 0.9926 0.9888 0.9951
PP 0.9840 0.9840 0.9840 0.9853
S1 0.9790 0.9790 0.9864 0.9815
S2 0.9704 0.9704 0.9851
S3 0.9568 0.9654 0.9839
S4 0.9432 0.9518 0.9801
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9900 0.9754 0.0146 1.5% 0.0062 0.6% 92% True False 170
10 0.9952 0.9754 0.0198 2.0% 0.0063 0.6% 68% False False 123
20 0.9952 0.9677 0.0275 2.8% 0.0056 0.6% 77% False False 109
40 0.9961 0.9677 0.0284 2.9% 0.0052 0.5% 75% False False 79
60 0.9961 0.9600 0.0361 3.7% 0.0049 0.5% 80% False False 64
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0083
2.618 1.0013
1.618 0.9970
1.000 0.9943
0.618 0.9927
HIGH 0.9900
0.618 0.9884
0.500 0.9879
0.382 0.9873
LOW 0.9857
0.618 0.9830
1.000 0.9814
1.618 0.9787
2.618 0.9744
4.250 0.9674
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 0.9886 0.9875
PP 0.9882 0.9861
S1 0.9879 0.9848

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.